st: Test for similarity among subsamples

I want to run probit estimations on three sub samples (representing one
ethnic group each), with the same variables (Y and X). But first I need to
know if this is justified: is there a way to test if the difference among
the sub samples is statistically significant (such as log likelihood ratio
test)?

An alternative is to use the pooled sample, and include dummies: but I
suspect that the different ethnic groups affect (1) basically all
variables, and (2) the slope, not only the intercept.